+132.3%
CMS vs ROP
+189.6%
-57.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.4% |
| 30D | +7.1% | +29.5% | -22.5% | -1.1% |
| 3M | -1.3% | +17.5% | -18.8% | -6.3% |
| 6M | -2.7% | +38.1% | -40.7% | -12.6% |
| YTD | +2.6% | +7.0% | -4.4% | -0.3% |
| 1Y | -2.0% | +6.5% | -8.5% | -4.7% |
| 3Y | +39.6% | -5.5% | +45.1% | +39.4% |
| 5Y | +35.3% | -0.4% | +35.7% | +30.7% |
| 10Y | +132.3% | +183.6% | -51.2% | +89.1% |
| All | +132.3% | +189.6% | -57.3% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling